05/30/2012 12:05 pm ET

David Letterman Talks Post-9/11 Show With Regis Philbin (VIDEO)

"Thank God, Regis is here, so we have something to make fun of."

It was the one moment of levity in a now-famous opening monologue by David Letterman, delivered six days after September 11, 2001.

Talking with Regis Philbin, who was sitting in as host of "Piers Morgan Tonight" on CNN, Letterman spoke on Tuesday about how he didn't want to go back to his show after the attacks on the World Trade Center and Pentagon, reiterating the influence Rudy Giuliani had on his decision.

He also recalled feeling sorry for his other guest on the show, veteran news anchor Dan Rather, who broke down during their interview.

Watch the clip of Letterman discussing the show above, and for more on his appearance, visit CNN.